Brand, 36, looked rather incognito in dark sunglasses and a grey knit cap. But earlier this week, the comedian appeared to be in much better spirits.

Before the filing (in which he cited irreconcilable differences), he was seen at a London theater on Wednesday night. An observer notes that Brand, who was with an unidentified woman and his comedian pal Simon Amstell, was not wearing his wedding ring.

"A woman went up to him in the interval and said, 'Can I ask you a question…Do you still have a wife?' " the observer tells PEOPLE. "He looked a bit taken aback and then nonchalantly said, 'Yes,' and threw his arm around the other woman and walked off to the bar."

Perry, 27, has yet to open up about the split. "Sadly, Katy and I are ending our marriage," Brand said in a statement to PEOPLE Friday. "I'll always adore her and I know we'll remain friends."